+105.8%
ROST vs THC
+274.4%
-168.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +1.2% | +3.7% | -2.5% | +0.5% |
| 30D | +2.5% | +9.0% | -6.6% | +0.7% |
| 3M | -9.0% | +10.4% | -19.4% | -10.8% |
| 6M | +1.3% | +45.7% | -44.3% | -6.5% |
| YTD | +29.1% | +42.6% | -13.5% | +18.8% |
| 1Y | +45.4% | +38.8% | +6.7% | +34.3% |
| 3Y | +94.9% | +418.8% | -324.0% | +26.9% |
| All | +105.8% | +274.4% | -168.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling